+174.0%
ASTS vs LEN
-4.6%
+178.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +8.5% |
| 7D | -21.1% | +2.1% | -23.2% | -22.6% |
| 30D | -46.7% | +16.6% | -63.3% | -51.4% |
| 3M | -52.0% | +5.3% | -57.3% | -54.1% |
| 6M | -54.3% | -0.8% | -53.5% | -55.1% |
| YTD | -55.5% | -11.7% | -43.7% | -54.2% |
| 1Y | -50.5% | -24.6% | -25.9% | -45.1% |
| 3Y | +706.2% | -18.7% | +724.9% | +675.1% |
| All | +174.0% | -4.6% | +178.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling